✦ LIBER ✦

Maximum-power validation of models without higher-order fitting

✍ Scribed by Torsten Bohlin

Publisher: Elsevier Science
Year: 1978
Tongue: English
Weight: 887 KB
Volume: 14
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(78)90018-3

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✦ Synopsis

Optimal validation of stochastic dynamic models, e.g. by the Likelihood-Ratio test, generally requires other, overfitted models for comparison. This is avoided in a minimaxoptimal test applicable to general prediction-error models.

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